+17.6%
RMBS vs CDW
-13.5%
+31.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | +3.5% | -4.2% | +7.7% | +3.9% |
| 30D | -8.6% | +4.9% | -13.4% | -9.2% |
| 3M | -40.3% | +7.3% | -47.6% | -40.7% |
| 6M | -1.0% | +19.2% | -20.2% | -8.6% |
| YTD | -4.6% | +6.2% | -10.8% | -5.3% |
| 1Y | +17.6% | -14.0% | +31.6% | +21.0% |
| All | +17.6% | -13.5% | +31.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling